Large deviation for negatively dependent random variables under sublinear expectation
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Publication:2807689
DOI10.1080/03610926.2015.1006067zbMATH Open1338.60078OpenAlexW2239563567MaRDI QIDQ2807689FDOQ2807689
Authors: Xinwei Feng, Zengjing Chen 
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1006067
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Cites Work
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Title not available (Why is that?)
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- A strong law of large numbers for non-additive probabilities
- Theory of capacities
- On Cramér's theorem for capacities
- A Weighted Central Limit Theorem Under Sublinear Expectations
- Large deviation principle for diffusion processes under a sublinear expectation
Cited In (11)
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- Weakly maxitive set functions and their possibility distributions
- On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Moderate deviations principle for independent random variables under sublinear expectations
- Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
- Representation of weakly maxitive monetary risk measures and their rate functions
- Self-normalized large deviations under sublinear expectation
- Concentration inequalities for upper probabilities
- An upper bound of large deviations for capacities
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